lbdp_pomp.c File Reference

#include "pomplink.h"
#include "internal.h"

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Macros
#define	lambda   (__p[__parindex[0]])
#define	mu   (__p[__parindex[1]])
#define	psi   (__p[__parindex[2]])
#define	chi   (__p[__parindex[3]])
#define	n0   (__p[__parindex[4]])
#define	n   (__x[__stateindex[0]])
#define	ll   (__x[__stateindex[1]])
#define	ell   (__x[__stateindex[2]])
#define	node   (__x[__stateindex[3]])
#define	EVENT_RATES
#define	lik   (__lik[0])

Functions
static double	event_rates (double *__x, const double *__p, double t, const int *__stateindex, const int *__parindex, double *rate, double *penalty)
void	lbdp_rinit (double *__x, const double *__p, double t, const int *__stateindex, const int *__parindex, const int *__covindex, const double *__covars)
	Latent-state initializer (rinit).
void	lbdp_gill (double *__x, const double *__p, const int *__stateindex, const int *__parindex, const int *__covindex, const double *__covars, double t, double dt)
void	lbdp_dmeas (double *__lik, const double *__y, const double *__x, const double *__p, int give_log, const int *__obsindex, const int *__stateindex, const int *__parindex, const int *__covindex, const double *__covars, double t)
	Measurement model likelihood (dmeasure).

Macro Definition Documentation

chi

#define chi   (__p[__parindex[3]])

Definition at line 7 of file lbdp_pomp.c.

ell

#define ell   (__x[__stateindex[2]])

Definition at line 11 of file lbdp_pomp.c.

EVENT_RATES

#define EVENT_RATES

Value:

  event_rates(__x,__p,t,                                \
              __stateindex,__parindex,rate,&penalty)    \

Definition at line 14 of file lbdp_pomp.c.

#define EVENT_RATES                                     \
  event_rates(__x,__p,t,                                \
              __stateindex,__parindex,rate,&penalty)    \
 

lambda

#define lambda   (__p[__parindex[0]])

Definition at line 4 of file lbdp_pomp.c.

lik

#define lik   (__lik[0])

Definition at line 164 of file lbdp_pomp.c.

ll

#define ll   (__x[__stateindex[1]])

Definition at line 10 of file lbdp_pomp.c.

mu

#define mu   (__p[__parindex[1]])

Definition at line 5 of file lbdp_pomp.c.

n

#define n   (__x[__stateindex[0]])

Definition at line 9 of file lbdp_pomp.c.

n0

#define n0   (__p[__parindex[4]])

Definition at line 8 of file lbdp_pomp.c.

node

#define node   (__x[__stateindex[3]])

Definition at line 12 of file lbdp_pomp.c.

psi

#define psi   (__p[__parindex[2]])

Definition at line 6 of file lbdp_pomp.c.

Function Documentation

event_rates()

static double event_rates ( double * __x, const double * __p, double t, const int * __stateindex, const int * __parindex, double * rate, double * penalty )

static

Definition at line 18 of file lbdp_pomp.c.

   {
  double event_rate = 0;
  double alpha, disc;
  *penalty = 0;
  assert(n >= ell);
  assert(ell >= 0);
  // birth with saturation 0 or 1
  alpha = lambda*n;
  disc = (n > 0) ? ell*(ell-1)/n/(n+1) : 1;
  event_rate += (*rate = alpha*(1-disc)); rate++;
  *penalty += alpha*disc;
  // death
  alpha = mu*n;
  if (n > ell) {
    event_rate += (*rate = alpha); rate++;
  } else {
    *rate = 0; rate++;
    *penalty += alpha;
  }
  // sampling
  *penalty += (psi+chi)*n;
  assert(R_FINITE(event_rate));
  return event_rate;
}

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lbdp_dmeas()

void lbdp_dmeas	(	double *	__lik,
		const double *	__y,
		const double *	__x,
		const double *	__p,
		int	give_log,
		const int *	__obsindex,
		const int *	__stateindex,
		const int *	__parindex,
		const int *	__covindex,
		const double *	__covars,
		double	t )

Measurement model likelihood (dmeasure).

Definition at line 167 of file lbdp_pomp.c.

   {
  assert(!ISNAN(ll));
  lik = (give_log) ? ll : exp(ll);
}

lbdp_gill()

void lbdp_gill	(	double *	__x,
		const double *	__p,
		const int *	__stateindex,
		const int *	__parindex,
		const int *	__covindex,
		const double *	__covars,
		double	t,
		double	dt )

Latent-state process simulator (rprocess).

This integrates the filter equation.

Definition at line 72 of file lbdp_pomp.c.

  {
  double tstep = 0.0, tmax = t + dt;
  const int *nodetype = get_userdata_int("nodetype");
  const int *sat = get_userdata_int("saturation");
  int parent = (int) nearbyint(node);
 
#ifndef NDEBUG
  int nnode = *get_userdata_int("nnode");
  assert(parent>=0);
  assert(parent<=nnode);
#endif
 
  ll = 0;
 
  // singular portion of filter equation
  switch (nodetype[parent]) {
  default:                      // non-genealogical event #nocov
    break;                      // #nocov
  case 0:                       // root
    ell += 1;
    break;
  case 1:                       // sample
    assert(n >= ell);
    assert(ell >= 0);
    if (sat[parent] == 1) {     // s=1
      ll += log(psi);
    } else if (sat[parent] == 0) { // s=0
      ell -= 1;
      double drate = chi*n;
      double trate = drate+psi*(n-ell);
      ll += (trate > 0) ? log(trate) : R_NegInf;
      if (trate > 0 && unif_rand() < drate/trate) n -= 1;
    } else {
      assert(0);                // #nocov
      ll += R_NegInf;           // #nocov
    }
    break;
  case 2:                       // branch point s=2
    ll = 0;
    assert(n >= 0);
    assert(ell > 0);
    assert(sat[parent]==2);
    n += 1; ell += 1;
    ll += log(2*lambda/n);
    break;
  }
 
  if (tmax > t) {
 
    // Gillespie steps:
    int event;
    double penalty = 0;
    double rate[2];
 
    double event_rate = EVENT_RATES;
    tstep = exp_rand()/event_rate;
 
    while (t + tstep < tmax) {
      event = rcateg(event_rate,rate,2);
      assert(event>=0 && event<2);
      ll -= penalty*tstep;
      switch (event) {
      case 0:                     // birth
        n += 1;
        break;
      case 1:                     // death
        n -= 1;
        break;
      default:                    // #nocov
        assert(0);                // #nocov
        break;                    // #nocov
      }
      t += tstep;
      event_rate = EVENT_RATES;
      tstep = exp_rand()/event_rate;
    }
    tstep = tmax - t;
    ll -= penalty*tstep;
  }
  node += 1;
}

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lbdp_rinit()

void lbdp_rinit	(	double *	__x,
		const double *	__p,
		double	t,
		const int *	__stateindex,
		const int *	__parindex,
		const int *	__covindex,
		const double *	__covars )

Latent-state initializer (rinit).

Definition at line 53 of file lbdp_pomp.c.

  {
  n = nearbyint(n0);
  ll = 0;
  ell = 0;
  node = 0;
}